
sink(here("..", "results", "log_SAR_row.txt"))

######################################################################
######################################################################
######################################################################
######  This file contains code to run simulations for the      ######
######     SAR DGP estimated with wrong W and row normalization ######
######     in Betz, Cook, Hollenbach 2019                       ######
#### Bias due to network misspecification under spatial dependence ###
######################################################################
######################################################################



tic("SAR_row")

set.seed(12345)


#### this function runs the spatial models and records coefficients for each simulated data set given the range of misspecified W
spatial_model_run <- function(iteration, true_data, true_W, estimation_W_array){
  ##### W for estimation
  est_W  <-  estimation_W_array[,, iteration]
  #### estimate SAR model, record row with NAs if model does not run
  draw <-  tryCatch({
    list_estimation_W <- mat2listw(est_W)
    lag_model <- lagsarlm(y ~ x, data = true_data, list_estimation_W, method="eigen")
    data.frame(t(coef(lag_model)))
  },
  error=function(cond){
    draw <- data.frame(NA_real_,NA_real_, NA_real_)
    names(draw)<- c("rho", "X.intercept.", "x")
    return(draw)
  }
  )
  #### return results and cov(x,WY)
  draw$method = "SAR"
  draw$covXWY  <- cov(true_data$x, est_W%*%true_data$y)
  names(draw) <- c("rho", "X.intercept.", "x", "method", "covXWY")
  return(data.frame(iteration, draw[,c("x", "rho", "method", "covXWY")]))
}


simulation_run = function(rho_y, rho_x, dgp_W_norm, estimation_W_norm, x_draw){
  N_obs = length(x_draw)

  #### create pre-multiplier for spatial processes
  inv_x <- solve(diag(N_obs) - (rho_x *(dgpW_norm)))
  inv_y <- solve(diag(N_obs) - (rho_y *(dgpW_norm)))

  #### random error
  u <- rnorm(N_obs)

  ####spatial x
  x <- inv_x%*%x_draw

  #### generate y according to DGP
  y = inv_y%*%(-2 + x*beta + u)
  #### save data
  dgp_data <- data.frame(y, x)


  ##### run standard OLS regression
  lm_res <- lm(y ~  x, data =  dgp_data)
  ##### save OLS result
  result_ols <- data.frame(NA_real_, lm_res$coef["x"],NA_real_,"LM", NA_real_, rho_y, rho_x)
  names(result_ols) <- c("extend_misspecified", "coef", "estimate_rho_y", "method", "covXWY", "rho_y", "rho_x")
  result_ols  <- result_ols %>%
    mutate(method = as.character(method))

  ##### range of misspecification probabilities
  ##### run spatial models on extend of misspecification probs
  iterator  <- seq(1:dim(estimation_W_norm)[3])

  result_spatial <- iterator %>% map_df(spatial_model_run, true_data = dgp_data, true_W = dgpW_norm, estimation_W_array = estimation_W_norm)
  ##### add columns for theta x and specify that same number of neighbors
  result_spatial <- data.frame(result_spatial, rho_y, rho_x)

  ##### same names for all columns and then add results together
  names(result_spatial)  <- c("extend_misspecified", "coef", "estimate_rho_y", "method", "covXWY", "rho_y", "rho_x")
  result_spatial  <- result_spatial %>%
    mutate(method = as.character(method))

  result <- bind_rows(result_ols, result_spatial)
  ### record var x
  result$varX  <- var(dgp_data$x)

  return(result)
}

#### parameters to run the sim on
N  <-  c(150)
rhoy <- seq(0, 0.6, 0.3)
rhox <- seq(0, 0.6, 0.3)
#### put parameters into data frame, rename and order by N, rho y rho x
simulation_parameter  <-  data.frame(do.call(rbind,replicate(2000,as.matrix(expand.grid(N, rhoy, rhox)),simplify = F))) %>%
      rename(N = Var1, rho_y = Var2, rho_x = Var3) %>%
      mutate(N = as.double(as.character(N)),
             rho_y = as.double(as.character(rho_y)),
             rho_x = as.double(as.character(rho_x))) %>%
      arrange(N, rho_y, rho_x)

    ########### Fix parameters for simulation, X, W_true, W_false, beta
    #### coefficient for simulations
beta  <- 2
### simulated coordinates
dgp_points <- cbind(runif(N, 0, 5), runif(N, 0, 5))

###### create 10 nearest neighbors list from points
dgp_knear <- knearneigh(dgp_points, 10, longlat = NULL)
dgp_nb <- knn2nb(dgp_knear)
##### to binary matrix
dgp_W <- nb2mat(dgp_nb, style="B", zero.policy=TRUE)

#### draw points for wrong W
wrong_points <- cbind(runif(N, 0, 5), runif(N, 0, 5))
#### neighbors from wrong points
wrong_knear <- knearneigh(wrong_points, 10, longlat = NULL)
wrong_nb <- knn2nb(wrong_knear)
#### wrong W
wrong_W <-  nb2mat(wrong_nb, style="B", zero.policy=TRUE)



#### draw x vector
random_x <- rnorm(N)


#### misspecification probabilities
misspecification <-  seq(0, 1, 0.05)

#### empty array that will store the misspecification matrices
estimation_W <- array(NA, dim = c(N, N, length(misspecification)))

for(i in 1:length(misspecification)){
  #### create matrix with 0/1 where probability of 1 is the probability of misspecification
  cell_determinant <- matrix(rbinom(N * N, 1,misspecification[i]), ncol = N, nrow = N)
  ### place holder matrix
  mat<-matrix(NA, nrow = N, ncol = N)
  #### cell of estimation W comes from true W if cell in previous matrix was 0, if cell = 1 from wrong W
  mat[cell_determinant == 0] <- dgp_W[cell_determinant == 0]
  mat[cell_determinant == 1] <- wrong_W[cell_determinant == 1]
  ### assign to array
  estimation_W[,, i]  <- mat
}

### row normalizations
value  <- rowSums(dgp_W)
dgpW_norm <- dgp_W/value

estimation_W_norm <- array(NA, dim = dim(estimation_W))
for(i in 1:dim(estimation_W)[3]){
  value_wrong  <- rowSums(estimation_W[,, i])
  estimation_W_norm[,, i]<-estimation_W[,, i]/value_wrong
}

save(dgpW_norm, file = here("..", "data","DGP_W_knn_sar_row.rda"))
save(estimation_W_norm, file = here("..", "data","estimation_W_knn_sar_row.rda"))



#### how many simulations will be run?
dim(simulation_parameter)
seeds = seq(1,dim(simulation_parameter)[1], 1)


cl <- makeCluster(detectCores())
print(cl)
registerDoParallel(cl)

#### run sims on all parameter combinations
simulation_misspecified_W_sar_row <- foreach(i = 1:dim(simulation_parameter)[1],
                                             .verbose =FALSE,
                                             .errorhandling = "stop",
                                             .combine = rbind,
                                             .export = c("simulation_parameter","simulation_run","seeds", "spatial_model_run"),
                                             .packages = c("spdep", "tidyverse", "MASS")
                                             ) %dopar% {
                                               library(here)
                                               library(spdep)
                                               library(tidyverse)
                                               library(MASS)
                                               set.seed(seeds[i])
                                               res = simulation_run(rho_y = simulation_parameter[i,"rho_y"], rho_x = simulation_parameter[i, "rho_x"], dgp_W = dgpW_norm, estimation_W = estimation_W_norm, x_draw = random_x)
                                               return(res)
                                               rm(res)
                                             }

names(simulation_misspecified_W_sar_row) <- c("prob_misspecified","coef","estimate_rho_y","method", "covXWY", "rho_y", "rho_x", "varX")
simulation_misspecified_W_sar_row$prob_misspecified  <-misspecification[simulation_misspecified_W_sar_row$prob_misspecified]
save(simulation_misspecified_W_sar_row, file = here("..", "data","misspecified_W_sar_row.rda"))

toc()

stopCluster(cl)

sink()
